GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,045
COMMITMENTS
  12,138    5,085    1,924   35,935   43,620   49,997   50,629    1,048      416

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,819)
  -1,134     -704      321   -1,011   -1,375   -1,824   -1,758        5      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     10.0      3.8     70.4     85.5     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        5        8       34       40       44       52                  
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,549
COMMITMENTS
     791       33      818    5,335    6,090    6,944    6,941      605      608

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -516)
    -322       -4      116     -351     -729     -557     -617       41      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.4     10.8     70.7     80.7     92.0     91.9      8.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        5       27       28       33       34                  
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,601
COMMITMENTS
     801      389      351    5,731    6,363    6,883    7,103      718      498

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -806)
    -168      -63      -20     -732     -818     -920     -901      114       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      5.1      4.6     75.4     83.7     90.6     93.4      9.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        8       31       34       40       43                  
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,293
COMMITMENTS
     104    1,735      121    5,891    3,905    6,116    5,761      177      532

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -972)
    -128      106     -176     -620     -947     -924   -1,017      -48       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     27.6      1.9     93.6     62.1     97.2     91.5      2.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        7        6       21       19       28       27                  
 
 
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:          802
COMMITMENTS
      55      185       50      482      502      587      737      215       65

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,435)
    -200     -491      -60   -1,154     -881   -1,414   -1,432      -21       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     23.1      6.2     60.1     62.6     73.2     91.9     26.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        3        8        8       11       14                  
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,609
COMMITMENTS
     264    8,964      187   23,153   14,458   23,604   23,609        5        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,334)
     -20     -627     -228   -2,065   -1,459   -2,313   -2,314      -21      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     38.0      0.8     98.1     61.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        1       26       16       28       21                  
 
 
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-021A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        4,618
COMMITMENTS
     907    1,559      162    2,977    2,663    4,046    4,384      572      234

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,018)
     -75     -947       -8     -829       92     -912     -863     -106     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     33.8      3.5     64.5     57.7     87.6     94.9     12.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        6        5       22       20       31       29                  
 
 
FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tons                                     OPEN INTEREST:        3,947
COMMITMENTS
      81      606      223    3,065    2,899    3,369    3,728      578      219

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -695)
      71      -74      -45     -712     -580     -686     -699       -9        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     15.4      5.6     77.7     73.4     85.4     94.5     14.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        5       16       17       21       22                  
 
 
#2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      419,782
COMMITMENTS
  71,494   56,474   86,373  217,981  235,685  375,848  378,531   43,935   41,251

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     25,103)
   2,925    2,451   13,122    9,063    5,866   25,110   21,439       -7    3,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     13.5     20.6     51.9     56.1     89.5     90.2     10.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      48       52       63       81       89      168      174                  
 
 
UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE             Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,150
COMMITMENTS
   2,700        0       50   43,208   50,427   45,958   50,477    9,192    4,673

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -7,249)
    -100     -525     -425   -6,545   -6,235   -7,070   -7,185     -179      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.1     78.3     91.4     83.3     91.5     16.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       26       24       27                  
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,034,266
COMMITMENTS
 262,672  366,522  329,208  368,069  301,375  959,949  997,105   74,317   37,161

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     50,241)
   6,878  -15,711   16,333   27,445   46,641   50,655   47,263     -414    2,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     35.4     31.8     35.6     29.1     92.8     96.4      7.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     127      113      147       67       64      288      240                  
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      769,265
COMMITMENTS
  47,391   36,246  240,802  474,358  488,985  762,552  766,033    6,714    3,232

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     15,267)
    -248   -3,622    3,976   11,422   14,810   15,150   15,164      117      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      4.7     31.3     61.7     63.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      51       33       68       52       57      130      131                  
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      282,149
COMMITMENTS
  98,669  115,084   44,914  126,204  113,576  269,787  273,574   12,363    8,576

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -20,005)
  -6,187   -7,437   -4,052  -12,389   -9,470  -22,628  -20,959    2,622      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0     40.8     15.9     44.7     40.3     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       15       27       32       35       63       65                  
 
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE             Code-023A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      123,268
COMMITMENTS
  20,604   17,887   16,617   75,904   84,427  113,125  118,931   10,143    4,337

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -27,639)
 -11,793  -17,873   -1,874  -16,250   -9,304  -29,917  -29,051    2,278    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     14.5     13.5     61.6     68.5     91.8     96.5      8.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       18       25       27       27       52       56                  
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       17,962
COMMITMENTS
   1,993    4,845    9,545    6,235    3,525   17,773   17,916      189       47

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,891)
     278      506    1,353    1,258    1,026    2,889    2,885        2        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     27.0     53.1     34.7     19.6     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        6       11       11       10       26       21                  
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,371,382
COMMITMENTS
 572,492   41,576  106,694  662,709  1190233  1341895  1338503   29,487   32,879

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -54,351)
 -37,194  -11,426   -3,143   -9,464  -41,653  -49,801  -56,222   -4,550    1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7      3.0      7.8     48.3     86.8     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       10       26       48       49       80       79                  
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,208
COMMITMENTS
  17,371   59,671   24,009  269,801  225,361  311,181  309,041    3,027    5,167

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -23,433)
  -4,003   -1,831  -13,101   -5,812   -8,284  -22,916  -23,216     -517     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     19.0      7.6     85.9     71.7     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      12       19       26       32       31       59       61                  
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:      106,407
COMMITMENTS
  40,948   42,991   18,183   46,217   44,811  105,348  105,985    1,059      422

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -8,280)
  -2,512   -3,501   -1,774   -4,146   -2,469   -8,432   -7,744      152     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5     40.4     17.1     43.4     42.1     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       20       26       20       19       53       51                  
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,266
COMMITMENTS
  10,866    3,354    2,253    3,532   11,534   16,651   17,141      615      125

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,280)
    -730     -179     -273      106     -643     -897   -1,095     -383     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9     19.4     13.0     20.5     66.8     96.4     99.3      3.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        7       15       12       11       30       28                  
 
 
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE                Code-02465E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,351
COMMITMENTS
     708    1,729    3,573    5,071    4,050    9,351    9,351        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         94)
     -32      -23       74       51       43       94       94        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     18.5     38.2     54.2     43.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       10       14       12       12       31       29                  
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       48,547
COMMITMENTS
   3,610    1,581    7,955   36,596   38,594   48,161   48,130      386      417

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -8,343)
  -1,006     -689     -439   -7,082   -7,225   -8,527   -8,354      184       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.3     16.4     75.4     79.5     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      12       11       12       47       56       65       73                  
 
 
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE         Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        3,658
COMMITMENTS
     185      330      229    2,522    2,753    2,936    3,312      722      346

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,022)
    -160     -353     -212     -699     -558   -1,071   -1,123       49      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      9.0      6.3     68.9     75.3     80.3     90.5     19.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        4       18       20       23       26                  
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours-5MW per              OPEN INTEREST:      232,921
COMMITMENTS
  18,923      420    4,670  209,244  227,831  232,837  232,921       84        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -8,350)
     114     -115      139   -8,580   -8,374   -8,327   -8,350      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.2      2.0     89.8     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       22       17       24       20                  
 
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE           Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    2,962,617
COMMITMENTS
 396,530   15,860   26,250  2539837  2920507  2962617  2962617        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:   -193,942)
   3,760        0   -3,760 -193,942 -190,182 -193,942 -193,942        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      0.5      0.9     85.7     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       19       19                  
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,021,146
COMMITMENTS
       0        0        0  1021146  1021146  1021146  1021146        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -18,176)
       0        0        0  -18,176  -18,176  -18,176  -18,176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE        Code-064C52
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      199,456
COMMITMENTS
       0    3,680        0  199,088  195,776  199,088  199,456      368        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    153,696)
       0    2,880        0  153,408  150,816  153,408  153,696      288        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     99.8     98.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12        8       12        9                  
 
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,767
COMMITMENTS
       0      580      275   22,951   21,748   23,226   22,603      541    1,164

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,446)
    -119     -249      -27   -2,072   -1,911   -2,218   -2,187     -228     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      1.2     96.6     91.5     97.7     95.1      2.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       25       26       26       29                  
 
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      142,321
COMMITMENTS
   7,144    2,481    3,975  130,324  135,215  141,443  141,671      878      650

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,327)
     -72     -300      350    3,052    3,132    3,330    3,182       -3      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.7      2.8     91.6     95.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       9       15       11       55       56       72       74                  
 
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       78,457
COMMITMENTS
  14,862    5,121        1   63,425   72,076   78,288   77,198      169    1,259

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,155)
     504       75        0      671    1,075    1,175    1,150      -20        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      6.5      0.0     80.8     91.9     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        1       23       27       28       30                  
 
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE              Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,686
COMMITMENTS
     965    1,439      416   30,087   29,518   31,468   31,373      218      313

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,390)
    -130       68     -164   -1,093   -1,246   -1,387   -1,342       -3      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.5      1.3     95.0     93.2     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        4       33       38       39       42                  
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,555
COMMITMENTS
   2,021    2,034      574   13,604   13,439   16,199   16,047      356      508

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,139)
    -454     -619       31     -609     -561   -1,032   -1,149     -107       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     12.3      3.5     82.2     81.2     97.8     96.9      2.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        4       29       27       35       32                  
 
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                 Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,566
COMMITMENTS
     475      167      227   11,929   12,801   12,631   13,195      935      371

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,696)
     -73       51      -41   -1,553   -1,641   -1,667   -1,631      -29      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.2      1.7     87.9     94.4     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       25       18       30       21                  
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,593,277
COMMITMENTS
 572,643  278,534  965,997  924,063  1240190  2462702  2484721  130,574  108,556

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    146,050)
  23,448   38,791   78,102   37,227   27,486  138,777  144,379    7,274    1,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     10.7     37.3     35.6     47.8     95.0     95.8      5.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      479)
     201      134      248      110      123      424      408                  
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      264,326
COMMITMENTS
 119,615   49,302   72,334   71,049  140,220  262,998  261,856    1,328    2,469

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     16,205)
  11,153    1,342    2,589    2,082   11,766   15,824   15,697      381      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     18.7     27.4     26.9     53.0     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        6       17       16       25       23                  
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,843
COMMITMENTS
   2,258       81    2,425    6,917    9,253   11,600   11,759    1,242    1,083

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        501)
     154      -24      676     -427     -156      402      495       99        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      0.6     18.9     53.9     72.1     90.3     91.6      9.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        2        6       10       12       19       18                  
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,583
COMMITMENTS
  21,013    1,678   10,506   54,009   68,464   85,528   80,648    6,055   10,935

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -7,573)
  -1,849      176   -1,179   -4,288   -6,150   -7,316   -7,153     -257     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      1.8     11.5     59.0     74.8     93.4     88.1      6.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        7       21       21       28       28                  
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,272
COMMITMENTS
   9,954   55,947   68,544   83,274   36,620  161,771  161,111    7,500    8,161

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -14,534)
   2,188   -1,282   -9,436   -6,718   -3,022  -13,967  -13,740     -568     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     33.1     40.5     49.2     21.6     95.6     95.2      4.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       15       27       21       21       51       48                  
 
 
CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE          Code-067A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      135,470
COMMITMENTS
  52,888    9,619   64,201   17,373   61,330  134,462  135,151    1,008      319

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,867)
   1,856    1,386      856      101      640    2,812    2,882       55      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0      7.1     47.4     12.8     45.3     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        8        9       11       17       19                  
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,965
COMMITMENTS
     240       30        0   11,665   11,935   11,905   11,965       60        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      135      195      135      195       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.3      0.0     97.5     99.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       24       21       25       22                  
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       32,113
COMMITMENTS
  22,507    6,531    1,691    5,601   22,647   29,798   30,868    2,314    1,244

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,180)
   2,667      898      502       88    1,830    3,257    3,230      -77      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.1     20.3      5.3     17.4     70.5     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      89       45       20       29       41      130      100                  
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       81,714
COMMITMENTS
  64,271    9,442    1,985    7,422   67,841   73,677   79,268    8,037    2,446

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,102)
   2,622     -682      511     -532    3,270    2,601    3,099      501        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.7     11.6      2.4      9.1     83.0     90.2     97.0      9.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     146       32       26       24       41      181       91                  
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      398,939
COMMITMENTS
 106,781   60,831   79,168  192,970  235,405  378,920  375,404   20,019   23,535

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -3,938)
   7,622    4,887    1,949  -13,421  -11,804   -3,850   -4,968      -87    1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     15.2     19.8     48.4     59.0     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      75       69       70       83      103      197      210                  
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,413
COMMITMENTS
   1,520    2,558      195    5,947    5,744    7,662    8,497    2,751    1,916

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -3,658)
    -474     -855       30   -3,106   -2,671   -3,550   -3,496     -108     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     24.6      1.9     57.1     55.2     73.6     81.6     26.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        2       13        9       17       14                  
 
 
GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE        Code-111A31
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,757
COMMITMENTS
   1,345      315       75   11,907   13,432   13,327   13,822    1,430      935

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -525)
    -100      265      -85     -465      -79     -650      101      125     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      2.1      0.5     80.7     91.0     90.3     93.7      9.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       16       16       19       17                  
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       18,078
COMMITMENTS
   7,535   16,326    1,241    9,217      341   17,993   17,908       85      170

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,898)
    -731   -1,575      -70   -1,182     -269   -1,983   -1,914       85       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7     90.3      6.9     51.0      1.9     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        9        5       10        4       20       16                  
 
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE        Code-195651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       19,255
COMMITMENTS
   8,380    8,908    5,471    4,943    4,481   18,794   18,860      461      395

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,551)
    -561     -392     -668   -1,432   -1,467   -2,661   -2,527      110      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     46.3     28.4     25.7     23.3     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      18       18       22       11       10       40       40                  
 
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE        Code-195653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 DRY METRIC TONS)                   OPEN INTEREST:       11,175
COMMITMENTS
   2,111    1,719    6,898    2,135    2,527   11,144   11,144       30       30

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -11)
     149     -255      367     -452      -85       63       27      -75      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     15.4     61.7     19.1     22.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7       13       14        7        6       23       24                  
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,114
COMMITMENTS
   2,922      685        0   32,922   35,369   35,844   36,054      270       60

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -5,101)
    -285     -205        0   -4,791   -4,956   -5,076   -5,161      -25       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.9      0.0     91.2     97.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        0       26       17       30       19                  
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,250
COMMITMENTS
   1,556    1,842       40    4,597    4,368    6,193    6,250       57        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -905)
     -93     -340        0     -789     -565     -882     -905      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     29.5      0.6     73.6     69.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1       10        9       14       13                  
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,688
COMMITMENTS
   1,757    8,578      555   15,654    9,113   17,966   18,246      722      442

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,352)
    -476     -683      -57     -616     -603   -1,149   -1,343     -203       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     45.9      3.0     83.8     48.8     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        7        5       28       22       37       33                  
 
 
RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE         Code-86565G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 BARREL                                         OPEN INTEREST:        4,240
COMMITMENTS
     155    2,497      105    3,159    1,167    3,419    3,769      821      471

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -727)
      61     -376       -1     -641     -352     -581     -729     -146        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     58.9      2.5     74.5     27.5     80.6     88.9     19.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       19       18       22       22                  
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,402
COMMITMENTS
     395      623      299    2,558    2,360    3,252    3,282      150      120

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        304)
     274      119     -101      161      302      334      320      -30      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     18.3      8.8     75.2     69.4     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        4       12       12       19       17                  
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,936
COMMITMENTS
   1,208    2,214      181    6,187    5,311    7,576    7,706      360      230

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,426)
     158      148     -528   -1,092     -987   -1,462   -1,367       36      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     27.9      2.3     78.0     66.9     95.5     97.1      4.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        7        4       23       22       31       31                  
 
 
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE        Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 METRIC TONS)                                    OPEN INTEREST:        1,390
COMMITMENTS
     740      460      130      380      650    1,250    1,240      140      150

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -455)
    -360      -65     -115       65     -265     -410     -445      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.2     33.1      9.4     27.3     46.8     89.9     89.2     10.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        4        5        9       10       17                  
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,856
COMMITMENTS
     160    7,800      447   15,332    8,094   15,939   16,341    4,917    4,515

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,992)
    -851   -1,939     -198   -3,580   -2,718   -4,629   -4,855     -363     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     37.4      2.1     73.5     38.8     76.4     78.4     23.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       14       19       16                  



Updated August 5, 2016